Forecasting the price of gold: An error correction approach

Gold prices in Indian market may be influenced by a multitude of factors such as investment decision, inflation hedge and consumption motives. Gold prices are modelled using a vector error correction model. We identify investment decision and inflation hedge as prime movers of the data. We also present out-of-sample forecasts of our model and the related properties.

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Year of publication:	2015-02
Authors:	Gangopadhyay, Kausik ; Jangir, Abhishek ; Sensarma, Rudra

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Gangopadhyay, Kausik and Jangir, Abhishek and Sensarma, Rudra (2015): Forecasting the price of gold: An error correction approach. Published in: IIMB Management Review , Vol. 28, No. 1 (2016): pp. 6-12.
Classification:	c55 ; G11 - Portfolio Choice
Source:	BASE

Persistent link: https://www.econbiz.de/10015257304